Four general multivariate stationary extremal Markovian processes
DOI10.1080/03610918.2014.908216zbMATH Open1386.60069OpenAlexW2334928637MaRDI QIDQ2965554FDOQ2965554
Authors: Hsiaw-Chan Yeh 
Publication date: 3 March 2017
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2014.908216
Recommendations
stationarityextremal Markovian processmax-AR(1)maxI-AR(1)min-AR(1)minI-AR(1)MSL(1)-AR(1)MSL(2)-AR(1)Pareto and semi-Pareto processessemi-logistic processes
Characteristic functions; other transforms (60E10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05)
Cites Work
- Basic properties of strong mixing conditions. A survey and some open questions
- Title not available (Why is that?)
- Applications of Marshall-Olkin Fréchet distribution
- Marshall-Olkin \(q\)-Weibull distribution and max-min processes
- Bivariate semi-Pareto distributions and processes
- Bivariate semi-Pareto minification processes.
- Logistic and semi-logistic processes
- Multivariate semi-logistic distributions
- A multivariate semi-logistic autoregressive process and its characterization
- A generalized semi-Pareto minification process
- A class of stationary Markov processes
Cited In (6)
- Random coefficient minification processes
- Growth curve model in relation to extremal processes based on stationary random variables
- General multivariate Weibull processes
- Some stationary Markov processes in discrete time for unit vectors
- General stationary AR and MA time series models with min and max-min structures
- Stationary max-stable processes with the Markov property
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